Nils Felix EnglerPhD Student
About me
2021/09 - today: PhD student at the Mathematics Department at Stockholm University supervised by Prof. Filip Lindskog
2014/10 - 2021/05: Bachelor and Master in Mathematics at Technical University Berlin and at Paris Sorbonne (2017/09-2018/02), Thesis: Gibbsianness of locally thinned random fields, supervised by Benedikt Jahnel (WIAS Berlin) and Wolfgang König (TU Berlin)
Research
I am interested in probability theory and statistics with a current focus on financial and insurance mathematics. Another area of interest is mathematical physics including random fields on the lattice and stochastic geometry.
Publications
Engler, N., Lindskog, F.: Mack's estimator motivated by large exposure asymptotics in a compound Poisson setting. ASTIN Bulletin. Open access PDF (2024)
Engler, N., Lindskog, F.: Approximations of multi-period liability values by simple formulas. Preprint at arXiv:2301.09450 (2023)
Engler, N., Jahnel, B. and Külske, C.: Gibbsianness of locally thinned random fields.
Markov Processes and Related Fields, Vol. 28, 185–214 (2022), also available at arXiv:2201.02651 (2022)